Index Market Data

The FTSE/JSE Africa Index Series is the result of an exciting joint venture between JSE Limited and the FTSE Group.  ​

Live Data

The live FTSE/JSE Indices data is provided through a live feed via the live Information Dissemination system InfoWiz. InfoWiz is the JSE world-class live public data delivery system. Clients can link directly to the JSE hub in South Africa or directly to our Point of Presents in London UK for access to live Indices Market Data

Delayed Data

The JSE does not provide a direct feed for delayed market data. If you would like to access delayed FTSE/JSE Index data for internal use or re-distribution, please contact a live data distributor who offers such a service. You could also subscribe to the live service directly and delay the data yourself. Data must be delayed by at least 15 minutes to be classified as delayed. 

End of day Data (EOD)

FTSE calculates a range of Index statistical and reference data in the form of record types, these with a selected number of value added fields from the JSE are packaged into various End of Day data products. EOD subscribers have the choice of subscribing to the different data products and will be charged according to the EOD products that are provided each day.

The data product are created by InfoMax, the JSE’s Information Dissemination Portal (IDP) system and made available in the form of a client specific File Transfer Protocol (FTP) format.  

Alternatively international parties can subscribe to the End of Day files directly from FTSE via the FTSE DDS System. ​
     
The following EOD products are made available for all Indices:
 
Valuations
 
This service provides subscribers with a file containing index level data. It provides the end-of-day capital and total return index values, the index code, index market capitalisation and number of constituents. The file also contains information on the XD Adjustment (the ex dividend adjustment for the day) as well as the XD adjustment for the year to date, along with the actual dividend yield of the index. 
 
Constituents
 
This service provides subscribers with a file which contains information on all the index constituents, inter alia the constituent name, the ISIN and Exchange Code, the closing price, the total market capitalisation, the investable market capitalisation (the total market cap adjusted for free float), the number of shares in issue and the percentage weight of the constituent in the index. 
        
Tracker
 
This service provides subscribers with a file highlighting corporate actions and constituent changes that will be implemented that evening, effective for open the following trading day. The service is designed to give users forward notice of corporate events and index changes, allowing them to plan for and implement any changes to their own investment products in a timely fashion. The file is split into three sections, namely; Index level data, Stock level weighting amendments and Stock level Ex-dividend changes. 
          
In addition, certain Indices have the following additional EOD data products available: 
        
Open Constituent
 
Similar to the Constituent Data Service, this service provides subscribers with a file which contains constituent-level information, but is disseminated at close of business the previous day, therefore providing the information before the beginning of the trading day, and incorporates the corporate action changes that were implemented at close of business during the previous trading day, as documented in the corresponding Tracker Service. This service is designed to give index tracker fund managers a clear picture of their portfolio at the beginning of the trading day. 
        
Five-Day Tracker
 
This service provides users with a rolling five-day preview of upcoming corporate actions and company changes. It includes constituent changes such as name change, investability weight changes and corporate actions such as capital repayment, rights issue and share changes. 
 

Custom products

The JSE also facilitates product creation on all FTSE/JSE Indices and the creation of custom indices. If you would like to launch a product off a FTSE/JSE index or create your own custom index, please contact the JSE’s Market Data team. ​​​​​​

Disclaimer

All data and information provided by the JSE, except as otherwise indicated, is proprietary to the JSE. You may not copy, reproduce, modify, reformat, download, store, distribute, publish or transmit any data and information, except for your personal use. For the avoidance of doubt, you may not develop or create any product that uses, is based on, or is developed in connection with any of the data and information available on this site. You are not permitted (except where you have been given express written permission by the JSE) to use the data and information for commercial gain. 

 

 

 

 

2017 - JSE Equities Derivatives and Interest Rate Products Price List2017 - JSE Equities Derivatives and Interest Rate Products Price Listhttps://www.jse.co.za/content/JSEPricingItems/EquitiesDerivativesInterestRateProductsPriceList2017.pdfpdf
2017 - JSE Indices Data Products Price List2017 - JSE Indices Data Products Price Listhttps://www.jse.co.za/content/JSEPricingItems/2017JSEIndicesDataProductsPriceList.pdfpdf

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